After it is created click on the Local Network Gateway called EastAzureLngVPN and click Connections, Then click Add

I use the following information and Click OK. Create and save your shared key as you will need this when setting up the PFSense side. (You will want your Shared key to be more complex then the example)

PFSense

In Azure go back to Virtual Network Gateways and get your public IP Address for your Azure VPN